| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 3.0% |
| Cumulative Return | -35.58% |
| CAGR﹪ | -80.87% |
| Sharpe | -1.67 |
| Prob. Sharpe Ratio | 0.0% |
| Smart Sharpe | -1.65 |
| Sortino | -1.7 |
| Smart Sortino | -1.68 |
| Sortino/√2 | -1.2 |
| Smart Sortino/√2 | -1.19 |
| Omega | 0.07 |
| Max Drawdown | -35.58% |
| Longest DD Days | 68 |
| Volatility (ann.) | 0.1% |
| Calmar | -2.27 |
| Skew | -21.75 |
| Kurtosis | 1497.51 |
| Expected Daily | -0.0% |
| Expected Monthly | -13.63% |
| Expected Yearly | -35.58% |
| Kelly Criterion | -152.52% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.01% |
| Expected Shortfall (cVaR) | -0.01% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | -1.0 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 0.54 |
| Profit Factor | 0.07 |
| Common Sense Ratio | - |
| CPC Index | 0.0 |
| Tail Ratio | - |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | 0.92 |
| MTD | -4.78% |
| 3M | -35.58% |
| 6M | -35.58% |
| YTD | -35.58% |
| 1Y | -35.58% |
| 3Y (ann.) | -80.87% |
| 5Y (ann.) | -80.87% |
| 10Y (ann.) | -80.87% |
| All-time (ann.) | -80.87% |
| Best Day | 0.14% |
| Worst Day | -0.63% |
| Best Month | -4.78% |
| Worst Month | -19.5% |
| Best Year | -35.58% |
| Worst Year | -35.58% |
| Avg. Drawdown | -35.58% |
| Avg. Drawdown Days | 68 |
| Recovery Factor | 1.24 |
| Ulcer Index | 0.22 |
| Serenity Index | -0.0 |
| Avg. Up Month | - |
| Avg. Down Month | -13.41% |
| Win Days | 10.99% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | -43.95% | -35.58% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-01 | 2023-03-10 | -35.58 | 68 |